NET-Volume Synthetic Momentum Flow

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: Equities, Forex, Liquid Cryptocurrencies · Timeframes: M15, H1

Thesis

Intraday market movements are significant only when the rate of price change is statistically correlated with time (Noise Elimination) and supported by volume-weighted price acceptance (VWAP). By entering when 'synthetic delta' (Footmap) confirms aggressive participation at these levels, we capture the meat of an intraday trend while using volatility-based stops (SuperTrend) to exit before mean reversion. The edge lies in the confluence of volume, noise-filtered correlation, and trend.

Components

• Ehlers Noise Elimination Technology (NET) (regime) — Filters out high-frequency market noise to identify when a statistically significant trend (Kendall Tau correlation) is emerging rather than random walk movements.
• Simple Moving Average (SMA) (direction) — Provides a macro-trend filter to ensure intraday entries align with the primary daily/multi-hour bias.
• Daily Volume-Weighted Average Price (VWAP) (entry) — Acts as the trigger for 'value' acceptance; entering as price breaks away from the volume-weighted mean suggests institutional momentum.
• RSI Area (Histogram) (exit) — Identifies momentum exhaustion points to capture the bulk of a move before mean reversion occurs.
• SuperTrend MT5 (FxGeek) (risk) — Provides a volatility-adjusted dynamic stop-loss level and determines position sizing based on current market ATR.
• Footmap – Heat & Volume [v1] (confirmation) — Uses synthetic volume delta to confirm that the price move is backed by aggressive buying or selling pressure relative to the candle's range.

Known failure conditions

• Consecutive VWAP 'touches' without expansion leading to multiple SuperTrend stop-outs (choppy regime).
• Asset exhibits low volume where Footmap synthetic delta becomes a noisy random variable.
• Macro-economic events (news) causing price to gap through the SuperTrend level.

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